Although I have never tried it there is a web GUI for creating VPN tunnels in a couple of versions of the Tomato for the WNR3500.
Or No USB VPN
Apparently they are based on this. http://www.linksysinfo.org/forums/showthread.php?t=59416
Who has tried this and how does it compare to OpenVPN?
The two versions support OpenVPN server and client. The only difference is the USB support. Just pick the one you need.
More easy to choose from:
http://tomatousb.org/download
And Choose VPN version if you have USB on your router or NoUSB_VPN if you don't need USB.